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…f probe vectors (fixes #21)
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This looks good, but we ought to benchmark against normal autograd especially for our analysis reported in StAD. Because I think this must be faster? |
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Yes, I think we should definitely revisit the implementation of this before we tackle #13, to see if there is any room for improvement. |
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I will run an analysis and profiling of this code against the old and share the results soon. Once, we have the results we can identify places where we can improve the implementation and finalise the code. |
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Does that sound reasonable? |
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Sounds good! Thanks!! |
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This copies the VMAP JVP trick from the Hutch++ and XTrace into the Hutchinson part of the forward. Also implements a flexible number of probe vectors for Hutchinson (fixes #21 ). There is probably some redundancy / cleanup possible with this, which should maybe be a separate issue.